Autocorrelation Robust Testing

Functions for testing affine hypotheses on the regression coefficient vector in regression models with autocorrelated errors.


Reference manual

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install.packages("acrt")

1.0.1 by David Preinerstorfer, 10 years ago


Browse source code at https://github.com/cran/acrt


Authors: David Preinerstorfer


Documentation:   PDF Manual  


GPL-2 license


Imports methods, stats, sandwich, Rcpp

Linking to Rcpp, RcppEigen


See at CRAN